Support Board
Date/Time: Fri, 31 Jan 2025 03:03:56 +0000
Quote Board fields accessible via ACSIL
View Count: 1315
| [2019-03-21 16:52:13] |
| Chad - Posts: 234 |
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I'm looking for a way in ACSIL to access a Quote Board containing several dozen futures contracts. Specifically, I want to set the QB to 'Automatically Rollover Futures Symbol' and just get the symbols themselves...other data is redundant for my purposes. So question is, is it generally possible to do this in ACSIL? If not, how about from a Quote Spreadsheet (assuming auto-rollover could be done there)? Date Time Of Last Edit: 2019-03-21 18:20:58
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| [2019-03-21 18:23:29] |
| Chad - Posts: 234 |
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Judging from the SB thread titled 'Reading a symbol form the quoteboard with ACSIL' by @sstfrederik, I take it the answer is No on the QB-ACSIL linkage. So that leaves the QS with auto-roll... However, from your 'What is Sierra Chart Working On' thread (What is Sierra Chart Working On | Post: 139357), a "Web-based quote board and trade panel which will connect to a running Sierra Chart instance" was mentioned for a tentative release date of Sept 2018...I could interface with this instead. Is it close to release, or already done? Date Time Of Last Edit: 2019-03-21 18:32:04
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| [2019-03-21 18:32:58] |
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ACSIL cannot access a quote board in this way but there is this ACSIL function which may help: sc.GetSymbolDataValue(SymbolDataValuesEnum ValueToReturn, const SCString& SymbolForData = SCString(), bool SubscribeToMarketData = false, bool SubscribeToMarketDepth = false) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-03-21 18:34:04
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| [2019-03-21 18:55:34] |
| Chad - Posts: 234 |
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Okay, I see that function on line 2256 of sierrachart.h, but nowhere in ACSIL docs; in context of using it with a list of symbols which contain month codes and year (e.g. CLK19) as-managed by Sierra's auto-rollover routine, can you add a hint? As another work-around, would it be possible to work at the C++ level and just read from a QB's .symbollist file, assuming that I set SC to close and restart at a set time each day, and any futures instruments that rolled over will have the new symbol shown in the QB and .symbollist file? |
| [2019-03-22 08:59:49] |
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You can use that function with a list of symbols and just call it once for each symbol. You can certainly read a .SymbolList file. That is a plain text file. You will need to those save the quote board symbols to that file manually. That does not happen automatically. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-03-22 16:26:38] |
| Chad - Posts: 234 |
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The issue that I see with using GetSymbolDataValue is, in my use-case, I need to pull the 'current' contract month from an automatically-updated list, not update the list myself with the current one for each and then request from SC. Unless the 'ValueToReturn' parameter or another one can provide the current contract month, based on a request using only the root symbols, then it seems I must read the .SymbolList file instead.
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| [2019-04-01 17:01:35] |
| Chad - Posts: 234 |
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I have my Quote Board window settings with 'Auto Rollover Futures Symbols' enabled, but when I load the symbollist, expired contracts are still showing. I'm connected to the SC Data service. Does execution of this function require a restart of SC with the Quote Board as part of a Chartbook that loads at startup?
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| [2019-04-03 16:44:25] |
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How this works is documented here: Getting Quotes: Futures Contract Rollover There is a command to manually do the rollover. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-04-03 17:44:15] |
| Chad - Posts: 234 |
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Okay, I see what the problem was - while I have the 'Auto Rollover' option enabled, and the QB was part of a Chartbook, I'd opened a different Chartbook and then the QB separately, so no auto-roll. Works as your docs mention when I loaded the correct Chartbook. Thank you!
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